+44.5%
MMM vs STT
+105.9%
-61.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.8% | +5.1% | -5.9% | -2.8% |
| 30D | +14.4% | -0.2% | +14.6% | +14.5% |
| 3M | +1.8% | -8.1% | +9.9% | +5.2% |
| 6M | +31.3% | +16.6% | +14.6% | +22.5% |
| YTD | +18.0% | +37.8% | -19.9% | +2.3% |
| 1Y | +10.9% | +46.8% | -36.0% | -6.5% |
| 3Y | +160.6% | +181.2% | -20.5% | +68.3% |
| 5Y | +44.5% | +105.1% | -60.6% | -1.9% |
| All | +44.5% | +105.9% | -61.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling